+407.0%
AXP vs MDT
+62.9%
+344.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | -0.4% |
| 7D | -0.1% | +1.0% | -1.2% | -0.8% |
| 30D | +4.4% | +9.2% | -4.7% | -1.8% |
| 3M | -6.4% | +14.5% | -20.9% | -15.1% |
| 6M | +4.2% | +37.3% | -33.1% | -17.6% |
| YTD | -12.4% | +9.8% | -22.2% | -19.5% |
| 1Y | -11.1% | +10.5% | -21.6% | -18.9% |
| 3Y | +114.9% | +57.4% | +57.4% | +45.3% |
| 5Y | +87.4% | +1.2% | +86.3% | +77.8% |
| All | +407.0% | +62.9% | +344.1% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling